+45.0%
ED vs KIM
+57.8%
-12.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | +1.6% | +4.1% | -2.4% | +0.5% |
| 30D | +13.3% | +16.8% | -3.5% | +8.5% |
| 3M | +9.7% | +5.7% | +4.0% | +7.9% |
| 6M | +12.8% | +9.7% | +3.1% | +9.8% |
| YTD | +22.3% | +30.2% | -7.9% | +14.0% |
| 1Y | +26.3% | +32.1% | -5.8% | +17.3% |
| 3Y | +45.0% | +58.6% | -13.6% | +24.3% |
| All | +45.0% | +57.8% | -12.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling